English

Central limits from generating functions

Probability 2025-02-18 v3

Abstract

Let (Yn)n(Y_n)_n be a sequence of Rd\mathbb{R}^d-valued random variables. Suppose that the generating function f(x,z)=n=0φYn(x)zn,f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n, where φYn\varphi_{Y_n} is the characteristic function of YnY_n, extends to a function on a neighborhood of {0}×{z:z1}Rd×C\{0\} \times \{z : |z| \leq 1\} \subset \mathbb{R}^d \times \mathbb{C} which is meromorphic in zz and has no zeroes. We prove that if 1/f(x,z)1 / f(x, z) is twice differentiable, then there exists a constant μ\mu such that the distribution of (Ynμn)/n(Y_n - \mu n) / \sqrt{n} converges weakly to a normal distribution as nn \to \infty. If Yn=X1++XnY_n = X_1 + \cdots + X_n, where (Xn)n(X_n)_n are i.i.d. random variables, then we recover the classical (Lindeberg\unicodex2013\unicode{x2013}L\'evy) central limit theorem. We also prove the 2020 conjecture of Defant that if πnSn\pi_n \in \mathfrak{S}_n is a uniformly random permutation, then the distribution of (des(s(πn))+1(3e)n)/n(\operatorname{des} (s(\pi_n)) + 1 - (3 - e) n) / \sqrt{n} converges, as nn \to \infty, to a normal distribution with variance 2+2ee22 + 2e - e^2.

Keywords

Cite

@article{arxiv.2406.17874,
  title  = {Central limits from generating functions},
  author = {Mitchell Lee},
  journal= {arXiv preprint arXiv:2406.17874},
  year   = {2025}
}

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8 pages